Rayliant Quantamental Emerging Market Value
| RAYEDelisted Etf | USD 31.95 0.25 0.78% |
| Symbol | Rayliant |
Rayliant Quantamental 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Rayliant Quantamental's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Rayliant Quantamental.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Rayliant Quantamental on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Rayliant Quantamental Emerging or generate 0.0% return on investment in Rayliant Quantamental over 90 days. Rayliant Quantamental is related to or competes with Innovator MSCI, RockCreek Global, First Trust, Innovator ETFs, Xtrackers MSCI, First Trust, and RBB Fund. The fund invests, under normal circumstances, at least 80 percent of its net assets plus any borrowings for investment p... More
Rayliant Quantamental Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Rayliant Quantamental's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Rayliant Quantamental Emerging upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.11 | |||
| Information Ratio | 0.0645 | |||
| Maximum Drawdown | 12.98 | |||
| Value At Risk | (2.96) | |||
| Potential Upside | 4.86 |
Rayliant Quantamental Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rayliant Quantamental's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rayliant Quantamental's standard deviation. In reality, there are many statistical measures that can use Rayliant Quantamental historical prices to predict the future Rayliant Quantamental's volatility.| Risk Adjusted Performance | 0.0718 | |||
| Jensen Alpha | 0.18 | |||
| Total Risk Alpha | 0.056 | |||
| Sortino Ratio | 0.0669 | |||
| Treynor Ratio | 1.94 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rayliant Quantamental's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Rayliant Quantamental February 4, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0718 | |||
| Market Risk Adjusted Performance | 1.95 | |||
| Mean Deviation | 1.43 | |||
| Semi Deviation | 1.81 | |||
| Downside Deviation | 2.11 | |||
| Coefficient Of Variation | 1126.56 | |||
| Standard Deviation | 2.19 | |||
| Variance | 4.78 | |||
| Information Ratio | 0.0645 | |||
| Jensen Alpha | 0.18 | |||
| Total Risk Alpha | 0.056 | |||
| Sortino Ratio | 0.0669 | |||
| Treynor Ratio | 1.94 | |||
| Maximum Drawdown | 12.98 | |||
| Value At Risk | (2.96) | |||
| Potential Upside | 4.86 | |||
| Downside Variance | 4.45 | |||
| Semi Variance | 3.26 | |||
| Expected Short fall | (1.76) | |||
| Skewness | 0.2474 | |||
| Kurtosis | 2.51 |
Rayliant Quantamental Backtested Returns
Rayliant Quantamental appears to be very steady, given 3 months investment horizon. Rayliant Quantamental maintains Sharpe Ratio (i.e., Efficiency) of 0.0933, which implies the entity had a 0.0933 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Rayliant Quantamental, which you can use to evaluate the volatility of the etf. Please evaluate Rayliant Quantamental's Semi Deviation of 1.81, risk adjusted performance of 0.0718, and Coefficient Of Variation of 1126.56 to confirm if our risk estimates are consistent with your expectations. The etf holds a Beta of 0.0948, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rayliant Quantamental's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rayliant Quantamental is expected to be smaller as well.
Auto-correlation | -0.3 |
Weak reverse predictability
Rayliant Quantamental Emerging has weak reverse predictability. Overlapping area represents the amount of predictability between Rayliant Quantamental time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Rayliant Quantamental price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Rayliant Quantamental price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.98 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Check out Rayliant Quantamental Correlation, Rayliant Quantamental Volatility and Rayliant Quantamental Performance module to complement your research on Rayliant Quantamental. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Other Consideration for investing in Rayliant Etf
If you are still planning to invest in Rayliant Quantamental check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Rayliant Quantamental's history and understand the potential risks before investing.
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